+55.3%
BE vs PCG
-14.1%
+69.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -6.5% |
| 7D | -12.1% | +1.9% | -14.0% | -12.4% |
| 30D | -30.1% | +8.5% | -38.6% | -30.6% |
| 3M | -12.1% | -22.9% | +10.7% | -15.1% |
| 6M | -30.6% | -16.8% | -13.8% | -31.4% |
| YTD | +130.6% | -15.8% | +146.4% | +151.8% |
| 1Y | +55.3% | -16.0% | +71.3% | +87.5% |
| All | +55.3% | -14.1% | +69.4% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PCG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling